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Backtest - WO Classic 2.5Δ Calls

End Balance
$651,843
4.2% CAGR
Drawdown
-$36,290
-5.6%
Sortino
0.31
0.39 Sharpe
Benchmark Comparison
Total Return CAGR Drawdown MAR Sharpe Sortino Annualized Vol. Correlation Beta
Backtest 30.4% 4.2% -5.6% 0.76 0.39 0.31 3.9
SPX 87.5% 10.3% -0%
Return %
Drawdown
Backtest Positions
Position
Entry Exit
2.5D call 80% PT
SPXW Short Call
80.0% portfolio
20.0% notional withheld
$1.00 fee per contract
$0.05 free to close
1 minute between trades
65% slippage at entry
65% slippage at exit
Sequential
Before 3:00 PM EDT
1 DTE (1 min - 4 max)
0.025 CALL Δ
80% profit target

Confirm removal of from this backtest.

Detailed Stats
Start Date
September 1, 2016
End Date
January 27, 2023
Start Balance
$500,000
End Balance
$651,843
Broker Fees
$13,054
Return %
30.4%
Return $
$151,843
CAGR
4.2%
Drawdown %
-5.6%
Drawdown $
-$36,290
Drawdown Days
399 days
Sortino
0.31
Sharpe
0.39
MAR
0.76
Annual Vol.
3.9%
Correlation
Beta
Trades
1338
Winners
1323 (98.9%)
Losers
15
Avg Gain
$113
Avg Winner
$209
Avg Loser
-$8,319
Premium Collected $
$355,287
Premium Retained $
$164,897
Premium Retained %
46.4%
The information provided on Whispertrades is for general information purposes only. No information, materials, services and other content provided on this website constitute solicitation, recommendation, endorsement or any financial, investment, or other advice. Seek independent professional consultation in the form of legal, financial, and fiscal advice before making any investment decision. Past performance may not be indicative of future results.
Balance
Positions
Monthly Performance
Weekly Performance
Daily Performance
Day of Week Performance
January 2023

S
M
T
W
T
F
S
  1. $595.00

  1. $294.00

  1. $581.00

  1. -$234.50

  1. $1,235.50

  1. $784.00

  1. $304.50

  1. $132.00

  1. $798.00

  1. $195.00

  1. $2,213.50

  1. $396.00

  1. $563.00

  1. $255.50

  1. -$1,400.00

  1. -$185.50

  1. -$5,113.50

  1. $75.00

  1. -$354.00

  1. $549.00

  1. $570.00

  1. -$4,273.50

Yearly Results
  • Year

    Backtest

    SPX

  • 2016
    0.0%
    3.3%
    September
    0.3%
    -0.1%
    October
    0.2%
    -1.9%
    November
    0.3%
    3.4%
    December
    -0.8%
    1.8%
  • 2017
    0.8%
    18.0%
    January
    -1.2%
    1.8%
    February
    0.2%
    3.7%
    March
    0.3%
    0.0%
    April
    0.2%
    0.9%
    May
    0.2%
    1.2%
    June
    0.2%
    0.5%
    July
    0.1%
    1.9%
    August
    0.2%
    0.1%
    September
    0.2%
    1.9%
    October
    0.2%
    2.2%
    November
    0.2%
    2.8%
    December
    0.2%
    1.1%
  • 2018
    4.7%
    -5.1%
    January
    0.1%
    5.5%
    February
    -0.1%
    -3.7%
    March
    0.4%
    -2.5%
    April
    0.6%
    0.4%
    May
    0.4%
    2.2%
    June
    0.3%
    0.5%
    July
    0.3%
    3.6%
    August
    0.3%
    3.0%
    September
    0.2%
    0.5%
    October
    0.7%
    -7.0%
    November
    0.5%
    1.9%
    December
    1.0%
    -9.3%
  • 2019
    4.9%
    26.2%
    January
    0.7%
    7.7%
    February
    0.3%
    3.0%
    March
    0.4%
    1.8%
    April
    0.3%
    3.9%
    May
    0.5%
    -6.7%
    June
    0.2%
    6.7%
    July
    0.4%
    1.4%
    August
    0.7%
    -1.6%
    September
    0.4%
    1.8%
    October
    0.4%
    2.1%
    November
    0.2%
    3.4%
    December
    0.3%
    2.8%
  • 2020
    7.4%
    21.0%
    January
    0.3%
    -0.1%
    February
    -0.1%
    -8.5%
    March
    2.2%
    -9.7%
    April
    1.4%
    12.6%
    May
    -1.7%
    4.7%
    June
    1.1%
    2.2%
    July
    0.8%
    5.5%
    August
    0.4%
    6.8%
    September
    0.4%
    -3.8%
    October
    1.0%
    -2.6%
    November
    0.7%
    10.3%
    December
    0.6%
    3.7%
  • 2021
    6.1%
    24.7%
    January
    0.6%
    -1.0%
    February
    0.6%
    2.7%
    March
    0.7%
    4.3%
    April
    0.5%
    5.1%
    May
    0.5%
    0.6%
    June
    0.5%
    2.2%
    July
    0.4%
    2.3%
    August
    0.3%
    2.9%
    September
    0.5%
    -4.8%
    October
    0.5%
    6.8%
    November
    0.4%
    -0.8%
    December
    0.5%
    4.4%
  • 2022
    3.4%
    -18.7%
    January
    0.8%
    -5.3%
    February
    -4.2%
    -3.0%
    March
    1.2%
    3.8%
    April
    1.1%
    -9.0%
    May
    1.9%
    0.4%
    June
    -2.2%
    -8.4%
    July
    1.0%
    8.9%
    August
    1.2%
    -4.2%
    September
    1.9%
    -9.5%
    October
    -1.8%
    8.0%
    November
    1.2%
    5.5%
    December
    1.4%
    -5.9%
  • 2023
    -0.2%
    5.9%
    January
    -0.2%
    5.9%
Trade Log
Position Timing Result
2.5D call 80% PT
-9 Fri Sep 2nd 2205c
Thu Sep 1st 2016
9:31 AM EDT | $0.09 credit
Fri Sep 2nd 2016
4:00 PM EDT |
Expired
$72 | 88.89%
$500,072 balance
2.5D call 80% PT
-9 Wed Sep 7th 2210c
Tue Sep 6th 2016
9:31 AM EDT | $0.09 credit
Wed Sep 7th 2016
4:00 PM EDT |
Expired
$72 | 88.89%
$500,144 balance
2.5D call 80% PT
-9 Fri Sep 9th 2205c
Thu Sep 8th 2016
9:31 AM EDT | $0.10 credit
Fri Sep 9th 2016
4:00 PM EDT |
Expired
$81 | 90.00%
$500,225 balance
2.5D call 80% PT
-9 Wed Sep 14th 2185c
Mon Sep 12th 2016
9:31 AM EDT | $0.23 credit
Tue Sep 13th 2016
12:31 PM EDT | $0.05 debit
Profit Target
$153 | 73.91%
$500,378 balance
2.5D call 80% PT
-9 Wed Sep 14th 2170c
Tue Sep 13th 2016
12:32 PM EDT | $0.19 credit
Wed Sep 14th 2016
9:32 AM EDT | $0.05 debit
Profit Target
$117 | 68.42%
$500,495 balance
2.5D call 80% PT
-9 Mon Sep 19th 2180c
Thu Sep 15th 2016
9:31 AM EDT | $0.24 credit
Fri Sep 16th 2016
11:10 AM EDT | $0.05 debit
Profit Target
$162 | 75.00%
$500,657 balance
2.5D call 80% PT
-9 Mon Sep 19th 2170c
Fri Sep 16th 2016
11:11 AM EDT | $0.15 credit
Fri Sep 16th 2016
3:11 PM EDT | $0.05 debit
Profit Target
$81 | 60.00%
$500,738 balance
2.5D call 80% PT
-9 Wed Sep 21st 2190c
Mon Sep 19th 2016
9:31 AM EDT | $0.22 credit
Wed Sep 21st 2016
2:01 PM EDT | $0.05 debit
Profit Target
$144 | 72.73%
$500,882 balance
2.5D call 80% PT
-9 Fri Sep 23rd 2200c
Wed Sep 21st 2016
2:02 PM EDT | $0.22 credit
Fri Sep 23rd 2016
9:30 AM EDT | $0.05 debit
Profit Target
$144 | 72.73%
$501,026 balance
2.5D call 80% PT
-9 Mon Sep 26th 2200c
Fri Sep 23rd 2016
9:31 AM EDT | $0.10 credit
Mon Sep 26th 2016
4:00 PM EDT |
Expired
$81 | 90.00%
$501,107 balance
2.5D call 80% PT
-9 Wed Sep 28th 2180c
Tue Sep 27th 2016
9:31 AM EDT | $0.20 credit
Wed Sep 28th 2016
9:41 AM EDT | $0.05 debit
Profit Target
$126 | 70.00%
$501,233 balance
2.5D call 80% PT
-9 Fri Sep 30th 2195c
Wed Sep 28th 2016
9:42 AM EDT | $0.19 credit
Thu Sep 29th 2016
1:26 PM EDT | $0.05 debit
Profit Target
$117 | 68.42%
$501,350 balance
2.5D call 80% PT
-9 Fri Sep 30th 2185c
Thu Sep 29th 2016
1:27 PM EDT | $0.19 credit
Fri Sep 30th 2016
9:34 AM EDT | $0.05 debit
Profit Target
$117 | 68.42%
$501,467 balance
2.5D call 80% PT
-9 Mon Oct 3rd 2195c
Fri Sep 30th 2016
9:35 AM EDT | $0.10 credit
Mon Oct 3rd 2016
4:00 PM EDT |
Expired
$81 | 90.00%
$501,548 balance
2.5D call 80% PT
-9 Wed Oct 5th 2190c
Tue Oct 4th 2016
9:31 AM EDT | $0.09 credit
Wed Oct 5th 2016
4:00 PM EDT |
Expired
$72 | 88.89%
$501,620 balance
2.5D call 80% PT
-9 Fri Oct 7th 2190c
Thu Oct 6th 2016
9:31 AM EDT | $0.13 credit
Fri Oct 7th 2016
4:00 PM EDT |
Expired
$108 | 92.31%
$501,728 balance
2.5D call 80% PT
-9 Wed Oct 12th 2195c
Mon Oct 10th 2016
9:31 AM EDT | $0.10 credit
Wed Oct 12th 2016
4:00 PM EDT |
Expired
$81 | 90.00%
$501,809 balance
2.5D call 80% PT
-9 Fri Oct 14th 2165c
Thu Oct 13th 2016
9:31 AM EDT | $0.18 credit
Fri Oct 14th 2016
11:07 AM EDT | $0.05 debit
Profit Target
$108 | 66.67%
$501,917 balance
2.5D call 80% PT
-9 Mon Oct 17th 2170c
Fri Oct 14th 2016
11:08 AM EDT | $0.10 credit
Mon Oct 17th 2016
4:00 PM EDT |
Expired
$81 | 90.00%
$501,998 balance
2.5D call 80% PT
-9 Wed Oct 19th 2170c
Tue Oct 18th 2016
9:31 AM EDT | $0.19 credit
Wed Oct 19th 2016
9:30 AM EDT | $0.05 debit
Profit Target
$117 | 68.42%
$502,115 balance